Tag Archives: position size

Price Action Lab Premium ETF Trading Performance for 2014

The ETF short-term trading system was started on September 2, 2014 and achieved a net absolute return of 7.6% for the year with a total return for SPY in the same period of 4.9%. The performance was based on a fixed percent … Continue reading

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Optimal Position Size Methods and Other Misconceptions

Optimality usually refers to a solution to a problem derived with respect to some objective function. A solution that is optimal with respect to a given objective function can be non-optimal with respect to another objective function. In trading, for example,  there is the well-known %Kelly method for calculating position … Continue reading

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